+83.0%
AR vs FND
+66.0%
+17.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +2.5% | -5.2% | +7.7% | +3.6% |
| 30D | +14.8% | -19.9% | +34.7% | +20.0% |
| 3M | +6.2% | +2.7% | +3.5% | +4.0% |
| 6M | +4.3% | -21.7% | +26.0% | +7.6% |
| YTD | +14.4% | -17.5% | +31.9% | +15.4% |
| 1Y | +21.3% | -39.3% | +60.6% | +31.6% |
| 3Y | +39.8% | -49.8% | +89.6% | +52.1% |
| 5Y | +142.1% | -60.1% | +202.2% | +166.5% |
| All | +83.0% | +66.0% | +17.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling